960 resultados para variational Monte-Carlo method
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Finding the smallest eigenvalue of a given square matrix A of order n is computationally very intensive problem. The most popular method for this problem is the Inverse Power Method which uses LU-decomposition and forward and backward solving of the factored system at every iteration step. An alternative to this method is the Resolvent Monte Carlo method which uses representation of the resolvent matrix [I -qA](-m) as a series and then performs Monte Carlo iterations (random walks) on the elements of the matrix. This leads to great savings in computations, but the method has many restrictions and a very slow convergence. In this paper we propose a method that includes fast Monte Carlo procedure for finding the inverse matrix, refinement procedure to improve approximation of the inverse if necessary, and Monte Carlo power iterations to compute the smallest eigenvalue. We provide not only theoretical estimations about accuracy and convergence but also results from numerical tests performed on a number of test matrices.
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Many well-established statistical methods in genetics were developed in a climate of severe constraints on computational power. Recent advances in simulation methodology now bring modern, flexible statistical methods within the reach of scientists having access to a desktop workstation. We illustrate the potential advantages now available by considering the problem of assessing departures from Hardy-Weinberg (HW) equilibrium. Several hypothesis tests of HW have been established, as well as a variety of point estimation methods for the parameter which measures departures from HW under the inbreeding model. We propose a computational, Bayesian method for assessing departures from HW, which has a number of important advantages over existing approaches. The method incorporates the effects-of uncertainty about the nuisance parameters--the allele frequencies--as well as the boundary constraints on f (which are functions of the nuisance parameters). Results are naturally presented visually, exploiting the graphics capabilities of modern computer environments to allow straightforward interpretation. Perhaps most importantly, the method is founded on a flexible, likelihood-based modelling framework, which can incorporate the inbreeding model if appropriate, but also allows the assumptions of the model to he investigated and, if necessary, relaxed. Under appropriate conditions, information can be shared across loci and, possibly, across populations, leading to more precise estimation. The advantages of the method are illustrated by application both to simulated data and to data analysed by alternative methods in the recent literature.
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We use the method of Monte Carlo evolution in the coupling constant space of Ferrenberg and Swendsen to evaluate the nonuniversal exponent η* associated to a linear defect in a 2d Ising model. © 1989.
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Die causa finalis der vorliegenden Arbeit ist das Verständnis des Phasendiagramms von Wasserstoff bei ultrahohen Drücken, welche von nichtleitendem H2 bis hin zu metallischem H reichen. Da die Voraussetzungen für ultrahohen Druck im Labor schwer zu schaffen sind, bilden Computersimulationen ein wichtiges alternatives Untersuchungsinstrument. Allerdings sind solche Berechnungen eine große Herausforderung. Eines der größten Probleme ist die genaue Auswertung des Born-Oppenheimer Potentials, welches sowohl für die nichtleitende als auch für die metallische Phase geeignet sein muss. Außerdem muss es die starken Korrelationen berücksichtigen, die durch die kovalenten H2 Bindungen und die eventuellen Phasenübergänge hervorgerufen werden. Auf dieses Problem haben unsere Anstrengungen abgezielt. Im Kontext von Variationellem Monte Carlo (VMC) ist die Shadow Wave Function (SWF) eine sehr vielversprechende Option. Aufgrund ihrer Flexibilität sowohl lokalisierte als auch delokalisierte Systeme zu beschreiben sowie ihrer Fähigkeit Korrelationen hoher Ordnung zu berücksichtigen, ist sie ein idealer Kandidat für unsere Zwecke. Unglücklicherweise bringt ihre Formulierung ein Vorzeichenproblem mit sich, was die Anwendbarkeit limitiert. Nichtsdestotrotz ist es möglich diese Schwierigkeit zu umgehen indem man die Knotenstruktur a priori festlegt. Durch diesen Formalismus waren wir in der Lage die Beschreibung der Elektronenstruktur von Wasserstoff signifikant zu verbessern, was eine sehr vielversprechende Perspektive bietet. Während dieser Forschung haben wir also die Natur des Vorzeichenproblems untersucht, das sich auf die SWF auswirkt, und dabei ein tieferes Verständnis seines Ursprungs erlangt. Die vorliegende Arbeit ist in vier Kapitel unterteilt. Das erste Kapitel führt VMC und die SWF mit besonderer Ausrichtung auf fermionische Systeme ein. Kapitel 2 skizziert die Literatur über das Phasendiagramm von Wasserstoff bei ultrahohem Druck. Das dritte Kapitel präsentiert die Implementierungen unseres VMC Programms und die erhaltenen Ergebnisse. Zum Abschluss fasst Kapitel 4 unsere Bestrebungen zur Lösung des zur SWF zugehörigen Vorzeichenproblems zusammen.
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In this paper, a computer-based tool is developed to analyze student performance along a given curriculum. The proposed software makes use of historical data to compute passing/failing probabilities and simulates future student academic performance based on stochastic programming methods (MonteCarlo) according to the specific university regulations. This allows to compute the academic performance rates for the specific subjects of the curriculum for each semester, as well as the overall rates (the set of subjects in the semester), which are the efficiency rate and the success rate. Additionally, we compute the rates for the Bachelors degree, which are the graduation rate measured as the percentage of students who finish as scheduled or taking an extra year and the efficiency rate (measured as the percentage of credits of the curriculum with respect to the credits really taken). In Spain, these metrics have been defined by the National Quality Evaluation and Accreditation Agency (ANECA). Moreover, the sensitivity of the performance metrics to some of the parameters of the simulator is analyzed using statistical tools (Design of Experiments). The simulator has been adapted to the curriculum characteristics of the Bachelor in Engineering Technologies at the Technical University of Madrid(UPM).
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We propose a general procedure for solving incomplete data estimation problems. The procedure can be used to find the maximum likelihood estimate or to solve estimating equations in difficult cases such as estimation with the censored or truncated regression model, the nonlinear structural measurement error model, and the random effects model. The procedure is based on the general principle of stochastic approximation and the Markov chain Monte-Carlo method. Applying the theory on adaptive algorithms, we derive conditions under which the proposed procedure converges. Simulation studies also indicate that the proposed procedure consistently converges to the maximum likelihood estimate for the structural measurement error logistic regression model.
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A new Monte Carlo algorithm is introduced for the simulation of supercooled liquids and glass formers, and tested in two model glasses. The algorithm thermalizes well below the Mode Coupling temperature and outperforms other optimized Monte Carlo methods.
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Mode of access: Internet.
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Photocopy. Springfield, Va., Distributed by Clearinghouse for Federal Scientific and Technical Information [1969]
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2000 Mathematics Subject Classification: 65C05
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Methods for both partial and full optimization of wavefunction parameters are explored, and these are applied to the LiH molecule. A partial optimization can be easily performed with little difficulty. But to perform a full optimization we must avoid a wrong minimum, and deal with linear-dependency, time step-dependency and ensemble-dependency problems. Five basis sets are examined. The optimized wavefunction with a 3-function set gives a variational energy of -7.998 + 0.005 a.u., which is comparable to that (-7.990 + 0.003) 1 of Reynold's unoptimized \fin ( a double-~ set of eight functions). The optimized wavefunction with a double~ plus 3dz2 set gives ari energy of -8.052 + 0.003 a.u., which is comparable with the fixed-node energy (-8.059 + 0.004)1 of the \fin. The optimized double-~ function itself gives an energy of -8.049 + 0.002 a.u. Each number above was obtained on a Bourrghs 7900 mainframe computer with 14 -15 hrs CPU time.